BAYESIAN ANALYSIS OF TIME-VARYING QUANTILES USING A SMOOTHING SPLINE
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概要
- 論文の詳細を見る
- 2012-06-01
著者
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Omori Yasuhiro
Faculty of Economics, University of Tokyo
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Kurose Yuta
Graduate School Of Economics University Of Tokyo
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Omori Yasuhiro
Faculty Of Economics University Of Tokyo
関連論文
- DISCRETE DURATION MODEL HAVING AUTOREGRESSIVE RANDOM EFFECTS WITH APPLICATION TO JAPANESE DIFFUSION INDEX
- BAYESIAN ANALYSIS OF TIME-VARYING QUANTILES USING A SMOOTHING SPLINE